Guassian pdf is sum of two other RV Integral evaluation -

[EmmaSaunders1]

Hi I have done the integration - but still don't get the result from the book, the terms inside the exp differ in the book to what I have calculated is there some factorization that I am missing - (also in my previous post the k-term dropped a yvalue which has been put back in - apologies)

Your thoughts are appreciated x

 

[pmsrw3]

This is the denominator of the conditional probability expression, right? Well, it's not exactly right but there is a close resemblance. Now you go back and do it over again half a dozen times, looking for the sign errors.

 

[EmmaSaunders1]

Thats right - it's almost the denominator - I was just wondering - is there any methods to simply pull out the A^-1B^-1 from the exponential, some factorizing trick. - also I used the subsitutuion in my integral - u=(2k2)^1/2(x-k3). In a previous post you mentions u=(2k2)^-1/2(x-k3), was this merely due to a mistake I made in my notation, would you be-able to clarify that the substitution I have performed is okay? - Thanks

 

[pmsrw3]

Yeah, I probably made a mistake.

I think at this point you've basically got it. You just need to go back over your work, fidn the errors. Also, given that you know where you want to end up, check whether, where your answer and their answer seem to differ, they are just different ways of writing the same thing.

 

[EmmaSaunders1]

At last - all I needed was [A^-1B^-1]/[A^-1+B^-1] = [A+B]^-1

Thanks for the help - - this is a great forum